Interest rate model in uncertain environment based on exponential Ornstein-Uhlenbeck equation (Q1797745)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Interest rate model in uncertain environment based on exponential Ornstein-Uhlenbeck equation
scientific article

    Statements

    Interest rate model in uncertain environment based on exponential Ornstein-Uhlenbeck equation (English)
    0 references
    0 references
    0 references
    0 references
    22 October 2018
    0 references
    0 references
    0 references
    0 references
    0 references
    uncertainty theory
    0 references
    uncertain differential equation
    0 references
    interest rate model
    0 references
    pricing formulas
    0 references
    0 references
    0 references